ICE Carbon Index Futures

Highlights

  • As of September 30, the Global Carbon Index had a value of 329.68 points - the index value is calculated from the reference value of 100 points on the index start date of Dec 31, 2013
  • The EUA auction achieved a new high closing price of €29.74 on 16 September
  • 2.2M lots traded across the North American environmental suite from Q1-Q3 2020, representing a 36% increase over Q1-Q3 2019

Carbon & Renewables

North America

  • CCA futures and options traded 87,016 lots, while RGGI futures and options traded 14,672 lots
  • PJM Tri futures traded 16,916 lots
  • RGGI Auction #49 occurred on Sep 2, with 100% of allowances clearing at a price of $6.82

Europe

  • EUA futures traded 867,039 lots in September, a 64% increase over August, with 23,619 lots going to delivery
  • EUA options amounted to 253,353 lots, representing a gain of 143% over the previous month. 7,250 lots of options exercised into the future
  • EUA combined futures and options open interest was 1,342,634 lots

Key Dates & Events

North American physical environmental expiry, deliveries and auction:

  • Options expiry: Oct 15
  • Futures last trade day: Oct 27
  • Futures delivery day: Oct 30
  • CCA Joint Auction #25 will occur on Nov 17, with 56.3M current allowances and 8.7M advance allowances for sale
  • RGGI Auction #50 will occur on Dec 2, with 16.2M allowances for sale

EUA expiry and deliveries:

  • Futures last trade day: Oct 26
  • Futures delivery day: Oct 29

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Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading “Key Information Documents (KIDS)”.